+26.4%
MAR vs CHYM
-24.0%
+50.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.3% |
| 7D | -2.1% | -2.9% | +0.8% | -1.9% |
| 30D | -5.7% | +3.0% | -8.6% | -5.9% |
| 3M | -14.6% | +98.7% | -113.3% | -20.6% |
| 6M | +1.3% | +46.4% | -45.1% | -3.1% |
| YTD | +6.7% | +29.8% | -23.1% | +2.7% |
| 1Y | +26.4% | +40.5% | -14.0% | +18.6% |
| All | +26.4% | -24.0% | +50.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling